+32.0%
CTVA vs PFG
+46.8%
-14.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.8% |
| 7D | +8.2% | +4.9% | +3.3% | +7.7% |
| 30D | -1.0% | +5.7% | -6.7% | -1.5% |
| 3M | +4.6% | +2.6% | +2.0% | +4.6% |
| 6M | +0.5% | +19.8% | -19.3% | -2.7% |
| YTD | +22.7% | +36.3% | -13.6% | +13.1% |
| 1Y | +32.0% | +47.9% | -15.9% | +17.0% |
| All | +32.0% | +46.8% | -14.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling